-83.4%
TTD vs HPQ
+36.4%
-119.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.4% | -5.8% | -0.5% |
| 7D | -0.6% | +9.8% | -10.4% | -4.2% |
| 30D | +6.3% | +22.4% | -16.1% | -1.9% |
| 3M | -24.1% | +45.2% | -69.3% | -35.3% |
| 6M | -47.4% | +96.4% | -143.9% | -60.5% |
| YTD | -62.2% | +65.4% | -127.6% | -69.5% |
| 1Y | -68.3% | +31.6% | -99.9% | -72.0% |
| 3Y | -83.4% | +37.0% | -120.5% | -86.4% |
| All | -83.4% | +36.4% | -119.8% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling